Strategy Tester Report
Copernicus_PointMakeUp_USDJPY_M1_V3
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 1分足(M1) 2004.01.01 02:00 - 2025.12.31 23:58 (2004.01.01 - 2026.01.01) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | Basic_setting=""; MagicNumber=19063031; FixLots=1; Slippage=5; MaxSpread=3; Kuuhaku2=""; points_pips="1pips=10points"; Kuuhaku3=""; Money_management=""; MoneyManage=false; RiskRate=100; MoneyManageKind=1; Kuuhaku6=""; setumei2=""; Kuuhaku7=""; GMT_Title=""; GMT=2; _summertime=""; Summertime=1; PositionClose2_Title=""; WeekEnd_Close=true; EntryAvoidance_Title=""; EntryNG_MonthDay=true; | ||||
| テストバー数 | 8183875 | モデルティック数 | 376794091 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 5457931.68 | 総利益 | 13362063.57 | 総損失 | -7904131.89 |
| プロフィットファクタ | 1.69 | 期待利得 | 3432.66 | ||
| 絶対ドローダウン | 108700.00 | 最大ドローダウン | 217000.00 (3.93%) | 相対ドローダウン | 11.76% (180023.18) |
| 総取引数 | 1590 | 売りポジション(勝率%） | 807 (80.67%) | 買いポジション(勝率%） | 783 (78.80%) |
| 勝率(%) | 1268 (79.75%) | 負率 (%) | 322 (20.25%) | ||
| 最大 | 勝トレード | 23900.00 | 敗トレード | -66671.72 | |
| 平均 | 勝トレード | 10537.91 | 敗トレード | -24546.99 | |
| 最大 | 連勝(金額) | 26 (274698.18) | 連敗(金額) | 4 (-52742.32) | |
| 最大 | 連勝(トレード数) | 304900.00 (25) | 連敗(トレード数) | -107271.72 (2) | |
| 平均 | 連勝 | 5 | 連敗 | 1 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 4951 | 2015.11.02 09:11 | sell | 894 | 1.00 | 120.480 | 0.000 | 0.000 | ||
| 4952 | 2015.11.02 09:11 | modify | 894 | 1.00 | 120.480 | 121.130 | 120.280 | ||
| 4953 | 2015.11.02 20:19 | close | 894 | 1.00 | 120.681 | 121.130 | 120.280 | -20100.00 | 4097774.09 |
| 4954 | 2015.12.02 21:45 | buy | 895 | 1.00 | 123.154 | 0.000 | 0.000 | ||
| 4955 | 2015.12.02 21:45 | modify | 895 | 1.00 | 123.154 | 122.504 | 123.354 | ||
| 4956 | 2015.12.02 22:12 | modify | 895 | 1.00 | 123.154 | 122.756 | 123.354 | ||
| 4957 | 2015.12.02 22:13 | modify | 895 | 1.00 | 123.154 | 122.771 | 123.354 | ||
| 4958 | 2015.12.02 22:15 | modify | 895 | 1.00 | 123.154 | 122.774 | 123.354 | ||
| 4959 | 2015.12.02 22:16 | modify | 895 | 1.00 | 123.154 | 122.775 | 123.354 | ||
| 4960 | 2015.12.02 22:20 | modify | 895 | 1.00 | 123.154 | 122.778 | 123.354 | ||
| 4961 | 2015.12.02 22:21 | modify | 895 | 1.00 | 123.154 | 122.782 | 123.354 | ||
| 4962 | 2015.12.02 23:01 | modify | 895 | 1.00 | 123.154 | 122.783 | 123.354 | ||
| 4963 | 2015.12.02 23:02 | modify | 895 | 1.00 | 123.154 | 122.784 | 123.354 | ||
| 4964 | 2015.12.02 23:14 | modify | 895 | 1.00 | 123.154 | 122.785 | 123.354 | ||
| 4965 | 2015.12.02 23:15 | modify | 895 | 1.00 | 123.154 | 122.795 | 123.354 | ||
| 4966 | 2015.12.02 23:23 | modify | 895 | 1.00 | 123.154 | 122.800 | 123.354 | ||
| 4967 | 2015.12.02 23:24 | modify | 895 | 1.00 | 123.154 | 122.801 | 123.354 | ||
| 4968 | 2015.12.03 00:31 | modify | 895 | 1.00 | 123.154 | 122.802 | 123.354 | ||
| 4969 | 2015.12.03 00:34 | close | 895 | 1.00 | 123.256 | 122.802 | 123.354 | 12664.98 | 4110439.07 |
| 4970 | 2015.12.04 01:40 | sell | 896 | 1.00 | 122.764 | 0.000 | 0.000 | ||
| 4971 | 2015.12.04 01:40 | modify | 896 | 1.00 | 122.764 | 123.414 | 122.564 | ||
| 4972 | 2015.12.04 01:44 | modify | 896 | 1.00 | 122.764 | 123.157 | 122.564 | ||
| 4973 | 2015.12.04 01:45 | modify | 896 | 1.00 | 122.764 | 123.156 | 122.564 | ||
| 4974 | 2015.12.04 01:46 | modify | 896 | 1.00 | 122.764 | 123.154 | 122.564 | ||
| 4975 | 2015.12.04 01:47 | modify | 896 | 1.00 | 122.764 | 123.148 | 122.564 | ||
| 4976 | 2015.12.04 01:50 | modify | 896 | 1.00 | 122.764 | 123.142 | 122.564 | ||
| 4977 | 2015.12.04 01:51 | modify | 896 | 1.00 | 122.764 | 123.140 | 122.564 | ||
| 4978 | 2015.12.04 01:55 | modify | 896 | 1.00 | 122.764 | 123.127 | 122.564 | ||
| 4979 | 2015.12.04 01:56 | close | 896 | 1.00 | 122.663 | 123.127 | 122.564 | 10100.00 | 4120539.07 |
| 4980 | 2015.12.11 12:26 | buy | 897 | 1.00 | 121.694 | 0.000 | 0.000 | ||
| 4981 | 2015.12.11 12:26 | modify | 897 | 1.00 | 121.694 | 121.044 | 121.894 | ||
| 4982 | 2015.12.11 15:31 | close | 897 | 1.00 | 121.601 | 121.044 | 121.894 | -9300.00 | 4111239.07 |
| 4983 | 2015.12.14 22:57 | sell | 898 | 1.00 | 121.039 | 0.000 | 0.000 | ||
| 4984 | 2015.12.14 22:57 | modify | 898 | 1.00 | 121.039 | 121.689 | 120.839 | ||
| 4985 | 2015.12.14 23:06 | modify | 898 | 1.00 | 121.039 | 121.438 | 120.839 | ||
| 4986 | 2015.12.14 23:07 | modify | 898 | 1.00 | 121.039 | 121.396 | 120.839 | ||
| 4987 | 2015.12.15 00:35 | modify | 898 | 1.00 | 121.039 | 121.395 | 120.839 | ||
| 4988 | 2015.12.15 00:36 | close | 898 | 1.00 | 120.936 | 121.395 | 120.839 | 8686.24 | 4119925.31 |
| 4989 | 2015.12.16 02:11 | sell | 899 | 1.00 | 121.809 | 0.000 | 0.000 | ||
| 4990 | 2015.12.16 02:11 | modify | 899 | 1.00 | 121.809 | 122.459 | 121.609 | ||
| 4991 | 2015.12.16 02:56 | modify | 899 | 1.00 | 121.809 | 122.208 | 121.609 | ||
| 4992 | 2015.12.16 03:00 | modify | 899 | 1.00 | 121.809 | 122.199 | 121.609 | ||
| 4993 | 2015.12.16 03:21 | modify | 899 | 1.00 | 121.809 | 122.196 | 121.609 | ||
| 4994 | 2015.12.16 03:22 | modify | 899 | 1.00 | 121.809 | 122.194 | 121.609 | ||
| 4995 | 2015.12.16 03:23 | modify | 899 | 1.00 | 121.809 | 122.181 | 121.609 | ||
| 4996 | 2015.12.16 03:24 | close | 899 | 1.00 | 121.702 | 122.181 | 121.609 | 10700.00 | 4130625.31 |
| 4997 | 2015.12.16 14:21 | buy | 900 | 1.00 | 121.778 | 0.000 | 0.000 | ||
| 4998 | 2015.12.16 14:21 | modify | 900 | 1.00 | 121.778 | 121.128 | 121.978 | ||
| 4999 | 2015.12.16 14:28 | modify | 900 | 1.00 | 121.778 | 121.381 | 121.978 | ||
| 5000 | 2015.12.16 14:31 | modify | 900 | 1.00 | 121.778 | 121.395 | 121.978 | ||
| 5001 | 2015.12.16 14:34 | modify | 900 | 1.00 | 121.778 | 121.415 | 121.978 | ||
| 5002 | 2015.12.16 15:18 | close | 900 | 1.00 | 121.897 | 121.415 | 121.978 | 11900.00 | 4142525.31 |
| 5003 | 2015.12.17 09:09 | buy | 901 | 1.00 | 122.246 | 0.000 | 0.000 | ||
| 5004 | 2015.12.17 09:09 | modify | 901 | 1.00 | 122.246 | 121.596 | 122.446 | ||
| 5005 | 2015.12.17 09:20 | modify | 901 | 1.00 | 122.246 | 121.854 | 122.446 | ||
| 5006 | 2015.12.17 09:22 | modify | 901 | 1.00 | 122.246 | 121.866 | 122.446 | ||
| 5007 | 2015.12.17 09:23 | modify | 901 | 1.00 | 122.246 | 121.881 | 122.446 | ||
| 5008 | 2015.12.17 09:27 | modify | 901 | 1.00 | 122.246 | 121.895 | 122.446 | ||
| 5009 | 2015.12.17 09:28 | close | 901 | 1.00 | 122.352 | 121.895 | 122.446 | 10600.00 | 4153125.31 |
| 5010 | 2015.12.17 23:47 | buy | 902 | 1.00 | 122.640 | 0.000 | 0.000 | ||
| 5011 | 2015.12.17 23:47 | modify | 902 | 1.00 | 122.640 | 121.990 | 122.840 | ||
| 5012 | 2015.12.18 01:04 | close | 902 | 1.00 | 122.592 | 121.990 | 122.840 | -3982.97 | 4149142.34 |
| 5013 | 2015.12.24 14:34 | sell | 903 | 1.00 | 120.486 | 0.000 | 0.000 | ||
| 5014 | 2015.12.24 14:34 | modify | 903 | 1.00 | 120.486 | 121.136 | 120.286 | ||
| 5015 | 2015.12.24 15:16 | modify | 903 | 1.00 | 120.486 | 120.882 | 120.286 | ||
| 5016 | 2015.12.24 15:35 | modify | 903 | 1.00 | 120.486 | 120.871 | 120.286 | ||
| 5017 | 2015.12.24 15:36 | modify | 903 | 1.00 | 120.486 | 120.868 | 120.286 | ||
| 5018 | 2015.12.24 15:38 | modify | 903 | 1.00 | 120.486 | 120.851 | 120.286 | ||
| 5019 | 2015.12.24 15:43 | modify | 903 | 1.00 | 120.486 | 120.850 | 120.286 | ||
| 5020 | 2015.12.24 15:47 | modify | 903 | 1.00 | 120.486 | 120.838 | 120.286 | ||
| 5021 | 2015.12.24 15:48 | close | 903 | 1.00 | 120.382 | 120.838 | 120.286 | 10400.00 | 4159542.34 |
| 5022 | 2016.01.04 15:35 | sell | 904 | 1.00 | 119.263 | 0.000 | 0.000 | ||
| 5023 | 2016.01.04 15:35 | modify | 904 | 1.00 | 119.263 | 119.913 | 119.063 | ||
| 5024 | 2016.01.04 15:55 | modify | 904 | 1.00 | 119.263 | 119.662 | 119.063 | ||
| 5025 | 2016.01.04 16:04 | modify | 904 | 1.00 | 119.263 | 119.660 | 119.063 | ||
| 5026 | 2016.01.04 16:05 | modify | 904 | 1.00 | 119.263 | 119.654 | 119.063 | ||
| 5027 | 2016.01.04 16:06 | modify | 904 | 1.00 | 119.263 | 119.645 | 119.063 | ||
| 5028 | 2016.01.04 16:07 | modify | 904 | 1.00 | 119.263 | 119.642 | 119.063 | ||
| 5029 | 2016.01.04 16:12 | modify | 904 | 1.00 | 119.263 | 119.618 | 119.063 | ||
| 5030 | 2016.01.04 16:13 | close | 904 | 1.00 | 119.127 | 119.618 | 119.063 | 13600.00 | 4173142.34 |
| 5031 | 2016.01.11 10:10 | sell | 905 | 1.00 | 117.574 | 0.000 | 0.000 | ||
| 5032 | 2016.01.11 10:10 | modify | 905 | 1.00 | 117.574 | 118.224 | 117.374 | ||
| 5033 | 2016.01.11 12:43 | close | 905 | 1.00 | 117.589 | 118.224 | 117.374 | -1500.00 | 4171642.34 |
| 5034 | 2016.01.11 17:53 | buy | 906 | 1.00 | 117.366 | 0.000 | 0.000 | ||
| 5035 | 2016.01.11 17:53 | modify | 906 | 1.00 | 117.366 | 116.716 | 117.566 | ||
| 5036 | 2016.01.11 18:37 | modify | 906 | 1.00 | 117.366 | 116.966 | 117.566 | ||
| 5037 | 2016.01.11 18:38 | modify | 906 | 1.00 | 117.366 | 116.969 | 117.566 | ||
| 5038 | 2016.01.11 18:41 | modify | 906 | 1.00 | 117.366 | 116.984 | 117.566 | ||
| 5039 | 2016.01.11 18:42 | close | 906 | 1.00 | 117.468 | 116.984 | 117.566 | 10200.00 | 4181842.34 |
| 5040 | 2016.01.14 08:46 | sell | 907 | 1.00 | 117.860 | 0.000 | 0.000 | ||
| 5041 | 2016.01.14 08:46 | modify | 907 | 1.00 | 117.860 | 118.510 | 117.660 | ||
| 5042 | 2016.01.14 10:51 | modify | 907 | 1.00 | 117.860 | 118.256 | 117.660 | ||
| 5043 | 2016.01.14 10:52 | modify | 907 | 1.00 | 117.860 | 118.240 | 117.660 | ||
| 5044 | 2016.01.14 10:53 | modify | 907 | 1.00 | 117.860 | 118.238 | 117.660 | ||
| 5045 | 2016.01.14 10:54 | close | 907 | 1.00 | 117.747 | 118.238 | 117.660 | 11300.00 | 4193142.34 |
| 5046 | 2016.01.25 02:02 | buy | 908 | 1.00 | 118.545 | 0.000 | 0.000 | ||
| 5047 | 2016.01.25 02:02 | modify | 908 | 1.00 | 118.545 | 117.895 | 118.745 | ||
| 5048 | 2016.01.25 02:55 | modify | 908 | 1.00 | 118.545 | 118.155 | 118.745 | ||
| 5049 | 2016.01.25 03:53 | modify | 908 | 1.00 | 118.545 | 118.179 | 118.745 | ||
| 5050 | 2016.01.25 03:54 | close | 908 | 1.00 | 118.659 | 118.179 | 118.745 | 11400.00 | 4204542.34 |
| 5051 | 2016.01.25 04:18 | sell | 909 | 1.00 | 118.831 | 0.000 | 0.000 | ||
| 5052 | 2016.01.25 04:18 | modify | 909 | 1.00 | 118.831 | 119.481 | 118.631 | ||
| 5053 | 2016.01.25 04:24 | modify | 909 | 1.00 | 118.831 | 119.229 | 118.631 | ||
| 5054 | 2016.01.25 04:25 | modify | 909 | 1.00 | 118.831 | 119.205 | 118.631 | ||
| 5055 | 2016.01.25 04:44 | modify | 909 | 1.00 | 118.831 | 119.193 | 118.631 | ||
| 5056 | 2016.01.25 04:48 | modify | 909 | 1.00 | 118.831 | 119.189 | 118.631 | ||
| 5057 | 2016.01.25 04:51 | close | 909 | 1.00 | 118.726 | 119.189 | 118.631 | 10500.00 | 4215042.34 |
| 5058 | 2016.01.28 03:17 | sell | 910 | 1.00 | 118.764 | 0.000 | 0.000 | ||
| 5059 | 2016.01.28 03:17 | modify | 910 | 1.00 | 118.764 | 119.414 | 118.564 | ||
| 5060 | 2016.01.28 03:34 | modify | 910 | 1.00 | 118.764 | 119.154 | 118.564 | ||
| 5061 | 2016.01.28 03:36 | modify | 910 | 1.00 | 118.764 | 119.149 | 118.564 | ||
| 5062 | 2016.01.28 03:37 | modify | 910 | 1.00 | 118.764 | 119.128 | 118.564 | ||
| 5063 | 2016.01.28 05:50 | modify | 910 | 1.00 | 118.764 | 119.124 | 118.564 | ||
| 5064 | 2016.01.28 05:56 | modify | 910 | 1.00 | 118.764 | 119.119 | 118.564 | ||
| 5065 | 2016.01.28 06:22 | close | 910 | 1.00 | 118.640 | 119.119 | 118.564 | 12400.00 | 4227442.34 |
| 5066 | 2016.01.29 16:46 | sell | 911 | 1.00 | 121.513 | 0.000 | 0.000 | ||
| 5067 | 2016.01.29 16:46 | modify | 911 | 1.00 | 121.513 | 122.163 | 121.313 | ||
| 5068 | 2016.01.29 17:25 | modify | 911 | 1.00 | 121.513 | 121.909 | 121.313 | ||
| 5069 | 2016.01.29 17:26 | modify | 911 | 1.00 | 121.513 | 121.867 | 121.313 | ||
| 5070 | 2016.01.29 17:28 | close | 911 | 1.00 | 121.348 | 121.867 | 121.313 | 16500.00 | 4243942.34 |
| 5071 | 2016.02.08 10:33 | buy | 912 | 1.00 | 117.067 | 0.000 | 0.000 | ||
| 5072 | 2016.02.08 10:33 | modify | 912 | 1.00 | 117.067 | 116.417 | 117.267 | ||
| 5073 | 2016.02.08 10:43 | modify | 912 | 1.00 | 117.067 | 116.685 | 117.267 | ||
| 5074 | 2016.02.08 10:44 | modify | 912 | 1.00 | 117.067 | 116.690 | 117.267 | ||
| 5075 | 2016.02.08 10:45 | modify | 912 | 1.00 | 117.067 | 116.692 | 117.267 | ||
| 5076 | 2016.02.08 10:47 | modify | 912 | 1.00 | 117.067 | 116.715 | 117.267 | ||
| 5077 | 2016.02.08 10:50 | close | 912 | 1.00 | 117.170 | 116.715 | 117.267 | 10300.00 | 4254242.34 |
| 5078 | 2016.02.12 02:10 | buy | 913 | 1.00 | 112.115 | 0.000 | 0.000 | ||
| 5079 | 2016.02.12 02:10 | modify | 913 | 1.00 | 112.115 | 111.465 | 112.315 | ||
| 5080 | 2016.02.12 02:14 | modify | 913 | 1.00 | 112.115 | 111.720 | 112.315 | ||
| 5081 | 2016.02.12 02:21 | close | 913 | 1.00 | 112.255 | 111.720 | 112.315 | 14000.00 | 4268242.34 |
| 5082 | 2016.02.12 08:21 | buy | 914 | 1.00 | 112.047 | 0.000 | 0.000 | ||
| 5083 | 2016.02.12 08:21 | modify | 914 | 1.00 | 112.047 | 111.397 | 112.247 | ||
| 5084 | 2016.02.12 08:26 | modify | 914 | 1.00 | 112.047 | 111.655 | 112.247 | ||
| 5085 | 2016.02.12 08:27 | close | 914 | 1.00 | 112.164 | 111.655 | 112.247 | 11700.00 | 4279942.34 |
| 5086 | 2016.02.16 01:03 | buy | 915 | 1.00 | 114.424 | 0.000 | 0.000 | ||
| 5087 | 2016.02.16 01:03 | modify | 915 | 1.00 | 114.424 | 113.774 | 114.624 | ||
| 5088 | 2016.02.16 01:19 | modify | 915 | 1.00 | 114.424 | 114.029 | 114.624 | ||
| 5089 | 2016.02.16 01:24 | modify | 915 | 1.00 | 114.424 | 114.030 | 114.624 | ||
| 5090 | 2016.02.16 01:25 | modify | 915 | 1.00 | 114.424 | 114.066 | 114.624 | ||
| 5091 | 2016.02.16 02:32 | close | 915 | 1.00 | 114.588 | 114.066 | 114.624 | 16400.00 | 4296342.34 |
| 5092 | 2016.02.16 23:57 | sell | 916 | 1.00 | 114.101 | 0.000 | 0.000 | ||
| 5093 | 2016.02.16 23:57 | modify | 916 | 1.00 | 114.101 | 114.751 | 113.901 | ||
| 5094 | 2016.02.17 03:16 | close | 916 | 1.00 | 114.078 | 114.751 | 113.901 | 779.01 | 4297121.35 |
| 5095 | 2016.02.22 03:07 | sell | 917 | 1.00 | 112.940 | 0.000 | 0.000 | ||
| 5096 | 2016.02.22 03:07 | modify | 917 | 1.00 | 112.940 | 113.590 | 112.740 | ||
| 5097 | 2016.02.22 03:53 | modify | 917 | 1.00 | 112.940 | 113.322 | 112.740 | ||
| 5098 | 2016.02.22 04:00 | modify | 917 | 1.00 | 112.940 | 113.292 | 112.740 | ||
| 5099 | 2016.02.22 04:04 | close | 917 | 1.00 | 112.828 | 113.292 | 112.740 | 11200.00 | 4308321.35 |
| 5100 | 2016.02.23 15:06 | buy | 918 | 1.00 | 111.789 | 0.000 | 0.000 | ||